SOPH vs. ICLN
SOPH (SOPHiA GENETICS SA) is a stock, while ICLN (iShares Global Clean Energy ETF) is Alternative Energy Equities fund tracking the S&P Global Clean Energy Index. Over the past 3 years, SOPH returned 10.85%/yr vs 6.74%/yr for ICLN. At a 0.19 correlation, their price movements are largely independent.
Performance
SOPH vs. ICLN - Performance Comparison
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Returns By Period
In the year-to-date period, SOPH achieves a 11.99% return, which is significantly lower than ICLN's 26.14% return.
SOPH
- 1D
- -2.06%
- 1M
- 7.17%
- YTD
- 11.99%
- 6M
- 12.23%
- 1Y
- 71.48%
- 3Y*
- 10.85%
- 5Y*
- —
- 10Y*
- —
ICLN
- 1D
- -4.44%
- 1M
- -7.52%
- YTD
- 26.14%
- 6M
- 25.31%
- 1Y
- 64.46%
- 3Y*
- 6.74%
- 5Y*
- -0.79%
- 10Y*
- 11.38%
SOPH vs. ICLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SOPH SOPHiA GENETICS SA | 11.99% | 52.12% | -34.82% | 128.64% | -85.39% | -23.58% |
ICLN iShares Global Clean Energy ETF | 26.14% | 47.05% | -25.72% | -20.41% | -5.43% | -6.90% |
Correlation
The correlation between SOPH and ICLN is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2021 | 0.19 |
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Return for Risk
SOPH vs. ICLN — Risk / Return Rank
SOPH
ICLN
SOPH vs. ICLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SOPHiA GENETICS SA (SOPH) and iShares Global Clean Energy ETF (ICLN). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SOPH | ICLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.36 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 3.96 | -1.16 |
| Martin ratioReturn relative to average drawdown | 6.49 | 13.73 | -7.23 |
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Drawdowns
SOPH vs. ICLN - Drawdown Comparison
The maximum SOPH drawdown since its inception was -91.35%, roughly equal to the maximum ICLN drawdown of -87.15%. Use the drawdown chart below to compare losses from any high point for SOPH and ICLN.
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Drawdown Indicators
| SOPH | ICLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.35% | -87.15% | -4.20% |
Max Drawdown (1Y)Largest decline over 1 year | -25.72% | -16.38% | -9.34% |
Max Drawdown (3Y)Largest decline over 3 years | -52.67% | -43.18% | -9.49% |
Max Drawdown (5Y)Largest decline over 5 years | — | -57.16% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -66.75% | — |
Current DrawdownCurrent decline from peak | -73.55% | -43.56% | -29.99% |
Average DrawdownAverage peak-to-trough decline | -72.55% | -66.53% | -6.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.04% | 4.71% | +6.33% |
Volatility
SOPH vs. ICLN - Volatility Comparison
SOPHiA GENETICS SA (SOPH) has a higher volatility of 14.76% compared to iShares Global Clean Energy ETF (ICLN) at 13.47%. This indicates that SOPH's price experiences larger fluctuations and is considered to be riskier than ICLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOPH | ICLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.76% | 13.47% | +1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 35.65% | 23.14% | +12.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 67.36% | 28.52% | +38.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 81.59% | 27.69% | +53.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 81.59% | 27.33% | +54.26% |
Dividends
SOPH vs. ICLN - Dividend Comparison
SOPH has not paid dividends to shareholders, while ICLN's dividend yield for the trailing twelve months is around 0.89%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICLN iShares Global Clean Energy ETF | 0.89% | 1.63% | 1.85% | 1.59% | 0.89% | 1.18% | 0.34% | 1.36% | 2.77% | 2.49% | 3.88% | 2.36% |
SOPH SOPHiA GENETICS SA | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SOPH and ICLN have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOPH has higher volatility (14.76%) compared to ICLN (13.47%). In terms of maximum drawdown, SOPH dropped -91.35% vs ICLN's -87.15%.
ICLN currently has the higher Sharpe Ratio (2.27 vs 1.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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